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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−6.07%
30d Period Avg−0.29%
swing±1.65%
LONG Bitget · now
+0.00%
30d avg:+0.00%
SHORT WEEX · now
−6.07%
30d avg:−0.29%
Entry Spread Now
+0.056%
Eaten by executionL 197.9100 · S 198.0200+$5.56 if it converges
24h range −0.15%…+0.14% · median −0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$30.37
−0.30%
$Avg Daily PnL
−$0.08
−0.0008%
★Best Day
+$1.18
Sep 6
◎Open Interest
⚡Funding APR
−0.29%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.